CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9761 |
0.9792 |
0.0031 |
0.3% |
0.9728 |
| High |
0.9802 |
0.9822 |
0.0020 |
0.2% |
0.9917 |
| Low |
0.9725 |
0.9736 |
0.0011 |
0.1% |
0.9722 |
| Close |
0.9763 |
0.9783 |
0.0020 |
0.2% |
0.9783 |
| Range |
0.0077 |
0.0086 |
0.0009 |
11.7% |
0.0195 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
67,662 |
62,456 |
-5,206 |
-7.7% |
367,820 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0038 |
0.9997 |
0.9830 |
|
| R3 |
0.9952 |
0.9911 |
0.9807 |
|
| R2 |
0.9866 |
0.9866 |
0.9799 |
|
| R1 |
0.9825 |
0.9825 |
0.9791 |
0.9803 |
| PP |
0.9780 |
0.9780 |
0.9780 |
0.9769 |
| S1 |
0.9739 |
0.9739 |
0.9775 |
0.9717 |
| S2 |
0.9694 |
0.9694 |
0.9767 |
|
| S3 |
0.9608 |
0.9653 |
0.9759 |
|
| S4 |
0.9522 |
0.9567 |
0.9736 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0392 |
1.0283 |
0.9890 |
|
| R3 |
1.0197 |
1.0088 |
0.9837 |
|
| R2 |
1.0002 |
1.0002 |
0.9819 |
|
| R1 |
0.9893 |
0.9893 |
0.9801 |
0.9948 |
| PP |
0.9807 |
0.9807 |
0.9807 |
0.9835 |
| S1 |
0.9698 |
0.9698 |
0.9765 |
0.9753 |
| S2 |
0.9612 |
0.9612 |
0.9747 |
|
| S3 |
0.9417 |
0.9503 |
0.9729 |
|
| S4 |
0.9222 |
0.9308 |
0.9676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9917 |
0.9722 |
0.0195 |
2.0% |
0.0109 |
1.1% |
31% |
False |
False |
73,564 |
| 10 |
0.9917 |
0.9635 |
0.0282 |
2.9% |
0.0105 |
1.1% |
52% |
False |
False |
55,624 |
| 20 |
0.9917 |
0.9415 |
0.0502 |
5.1% |
0.0126 |
1.3% |
73% |
False |
False |
28,855 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.1% |
0.0124 |
1.3% |
61% |
False |
False |
14,574 |
| 60 |
1.0015 |
0.9264 |
0.0751 |
7.7% |
0.0119 |
1.2% |
69% |
False |
False |
9,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0188 |
|
2.618 |
1.0047 |
|
1.618 |
0.9961 |
|
1.000 |
0.9908 |
|
0.618 |
0.9875 |
|
HIGH |
0.9822 |
|
0.618 |
0.9789 |
|
0.500 |
0.9779 |
|
0.382 |
0.9769 |
|
LOW |
0.9736 |
|
0.618 |
0.9683 |
|
1.000 |
0.9650 |
|
1.618 |
0.9597 |
|
2.618 |
0.9511 |
|
4.250 |
0.9371 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9782 |
0.9801 |
| PP |
0.9780 |
0.9795 |
| S1 |
0.9779 |
0.9789 |
|